+186.8%
GS vs AVAV
-14.7%
+201.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.8% | +3.5% | -5.1% |
| 7D | -6.3% | -24.3% | +18.0% | -3.0% |
| 30D | -3.1% | -28.9% | +25.7% | +1.0% |
| 3M | -17.7% | -39.3% | +21.6% | -12.7% |
| 6M | -4.6% | -38.8% | +34.2% | +0.1% |
| YTD | +0.3% | -57.8% | +58.1% | +8.6% |
| 1Y | +11.7% | -70.9% | +82.6% | +27.4% |
| All | +186.8% | -14.7% | +201.5% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling